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Vivani Medical, Inc. Common Stock (DE) VANI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:01:11.700Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:16:17.38138798Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:01:11.275811+00:00

Share price$1.11
1D+3.2%
AH$1.10$1.12$1.14$1.16$1.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVANI
Sold putSold callAH

Vivani Medical, Inc. Common Stock (DE) options

Live interpolated VANI call and put midpoint premiums by absolute delta.Vivani Medical, Inc. Common Stock (DE)$0.00$1.07$2.14$3.21$4.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVANI PRICE$0.09$0.10$0.11$0.12$0.13$0.14$3.88$3.97
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ1.47197.7%40.5%
50Δ1.39185.4%34.1%
55Δ1.31173.1%27.7%
60Δ1.22160.8%21.2%
65Δ1.14148.5%14.8%
70Δ1.06136.3%8.3%4.38779.1%54.6%
75Δ4.85753.1%20.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.47
IV
197.7%
B/E move
40.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.39
IV
185.4%
B/E move
34.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.31
IV
173.1%
B/E move
27.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.22
IV
160.8%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.14
IV
148.5%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.06
IV
136.3%
B/E move
8.3%
Puts
Pseudo strike
4.38
IV
779.1%
B/E move
54.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.85
IV
753.1%
B/E move
20.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations